| Trading Metrics calculated at close of trading on 17-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1,105.0 |
1,119.8 |
14.8 |
1.3% |
1,130.8 |
| High |
1,121.4 |
1,121.4 |
0.0 |
0.0% |
1,134.3 |
| Low |
1,095.7 |
1,111.5 |
15.8 |
1.4% |
1,098.3 |
| Close |
1,119.4 |
1,117.8 |
-1.6 |
-0.1% |
1,105.7 |
| Range |
25.7 |
9.9 |
-15.8 |
-61.5% |
36.0 |
| ATR |
14.9 |
14.5 |
-0.4 |
-2.4% |
0.0 |
| Volume |
80,701 |
70,698 |
-10,003 |
-12.4% |
601,682 |
|
| Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,146.5 |
1,142.0 |
1,123.3 |
|
| R3 |
1,136.8 |
1,132.3 |
1,120.5 |
|
| R2 |
1,126.8 |
1,126.8 |
1,119.5 |
|
| R1 |
1,122.3 |
1,122.3 |
1,118.8 |
1,119.5 |
| PP |
1,117.0 |
1,117.0 |
1,117.0 |
1,115.5 |
| S1 |
1,112.5 |
1,112.5 |
1,117.0 |
1,109.8 |
| S2 |
1,107.0 |
1,107.0 |
1,116.0 |
|
| S3 |
1,097.0 |
1,102.5 |
1,115.0 |
|
| S4 |
1,087.3 |
1,092.5 |
1,112.3 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,220.8 |
1,199.3 |
1,125.5 |
|
| R3 |
1,184.8 |
1,163.3 |
1,115.5 |
|
| R2 |
1,148.8 |
1,148.8 |
1,112.3 |
|
| R1 |
1,127.3 |
1,127.3 |
1,109.0 |
1,120.0 |
| PP |
1,112.8 |
1,112.8 |
1,112.8 |
1,109.3 |
| S1 |
1,091.3 |
1,091.3 |
1,102.5 |
1,084.0 |
| S2 |
1,076.8 |
1,076.8 |
1,099.0 |
|
| S3 |
1,040.8 |
1,055.3 |
1,095.8 |
|
| S4 |
1,004.8 |
1,019.3 |
1,086.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,123.6 |
1,095.7 |
27.9 |
2.5% |
16.3 |
1.5% |
79% |
False |
False |
114,128 |
| 10 |
1,136.6 |
1,095.7 |
40.9 |
3.7% |
15.3 |
1.4% |
54% |
False |
False |
109,397 |
| 20 |
1,147.6 |
1,093.9 |
53.7 |
4.8% |
14.0 |
1.3% |
45% |
False |
False |
98,432 |
| 40 |
1,147.6 |
1,074.6 |
73.0 |
6.5% |
14.3 |
1.3% |
59% |
False |
False |
98,562 |
| 60 |
1,147.6 |
1,034.7 |
112.9 |
10.1% |
14.5 |
1.3% |
74% |
False |
False |
101,021 |
| 80 |
1,147.6 |
1,003.2 |
144.4 |
12.9% |
13.8 |
1.2% |
79% |
False |
False |
88,733 |
| 100 |
1,147.6 |
1,003.2 |
144.4 |
12.9% |
11.8 |
1.0% |
79% |
False |
False |
70,987 |
| 120 |
1,147.6 |
982.6 |
165.0 |
14.8% |
9.8 |
0.9% |
82% |
False |
False |
59,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,163.5 |
|
2.618 |
1,147.3 |
|
1.618 |
1,137.5 |
|
1.000 |
1,131.3 |
|
0.618 |
1,127.5 |
|
HIGH |
1,121.5 |
|
0.618 |
1,117.5 |
|
0.500 |
1,116.5 |
|
0.382 |
1,115.3 |
|
LOW |
1,111.5 |
|
0.618 |
1,105.5 |
|
1.000 |
1,101.5 |
|
1.618 |
1,095.5 |
|
2.618 |
1,085.5 |
|
4.250 |
1,069.5 |
|
|
| Fisher Pivots for day following 17-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,117.3 |
1,114.8 |
| PP |
1,117.0 |
1,111.8 |
| S1 |
1,116.5 |
1,108.5 |
|